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Found 3 Skills
Performance attribution: Brinson (allocation/selection/interaction), factor-based attribution, fixed-income attribution.
Analyze municipal bonds including tax-equivalent yield calculations, GO vs revenue bond evaluation, and muni credit analysis. Use when the user asks about municipal bonds, tax-exempt income, tax-equivalent yield, AMT bonds, or muni credit quality. Also trigger when users mention 'muni bonds', 'tax-free bonds', 'state tax exemption', 'general obligation', 'revenue bonds', 'Build America Bonds', 'muni yield ratio', 'de minimis rule', or ask whether munis make sense for their tax bracket.
Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decomposition, comparing bonds, assessing bond value vs curves, or running rate shock scenarios.